+318.0%
IBM vs BMRN
+329.9%
-11.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +1.6% | +2.1% | -0.6% | +1.3% |
| 30D | +9.2% | +3.8% | +5.4% | +8.7% |
| 3M | +4.9% | -16.5% | +21.4% | +7.2% |
| 6M | +16.8% | +6.9% | +9.9% | +15.8% |
| YTD | -14.3% | -3.7% | -10.6% | -14.1% |
| 1Y | -16.7% | +5.6% | -22.3% | -17.6% |
| 3Y | +82.2% | -31.4% | +113.6% | +88.1% |
| 5Y | +149.9% | -30.0% | +179.9% | +154.3% |
| 10Y | +142.6% | -37.4% | +180.0% | +143.3% |
| All | +318.0% | +329.9% | -11.9% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling